Solving nonlinear matrix equations arising in tree-like stochastic processes.

DOI10.1016/S0024-3795(02)00593-1zbMath1044.65034MaRDI QIDQ1874657

Beatrice Meini, Guy Latouche, Dario Andrea Bini

Publication date: 25 May 2003

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmsmatrix equationfixed point iterationcyclic reductionNewton's iterationdiscrete-time bivariate Markov processestree-like stochastic processes

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Matrix equations and identities (15A24)

Related Items

Nonlinear matrix equations and structured linear algebra, THE M/G/1-TYPE MARKOV CHAIN WITH RESTRICTED TRANSITIONS AND ITS APPLICATION TO QUEUES WITH BATCH ARRIVALS, On preemptive-repeat LIFO queues, Analyzing priority queues with 3 classes using tree-like processes, Fitting correlated arrival and service times and related queueing performance, Some iterative methods for the largest positive definite solution to a class of nonlinear matrix equation, Quadratic vector equations, A Polynomial Time Algorithm for Computing Extinction Probabilities of Multitype Branching Processes, Matrix Structures in Queuing Models, QBD Markov chains on binomial-like trees and its application to multilevel feedback queues, Convergence analysis of some iterative methods for a nonlinear matrix equation, On the Hermitian positive definite solution of the nonlinear matrix equation, Tree Structured QBD Markov Chains and Tree‐Like QBD Processes, On the Hermitian positive defnite solution of the nonlinear matrix equation \(X + A^*X ^{-1} A + B^*X ^{-1} B = I\), Throughput and delay analysis of an opportunistic tree algorithm, Solving two generalized nonlinear matrix equations, On the link between Markovian trees and tree-structured Markov chains

Uses Software

• na12

Cites Work

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